+668.1%
OUST vs VSXY
+450.7%
+217.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.6% | +12.4% | +13.7% |
| 7D | +17.0% | +11.8% | +5.2% | +15.0% |
| 30D | -16.5% | +25.9% | -42.4% | -19.7% |
| 3M | -23.7% | +15.5% | -39.2% | -26.1% |
| 6M | +18.4% | +109.7% | -91.4% | -0.9% |
| YTD | +60.8% | +99.5% | -38.7% | +35.3% |
| 1Y | +44.2% | +197.5% | -153.3% | +10.2% |
| 3Y | +668.1% | +453.3% | +214.9% | +342.4% |
| All | +668.1% | +450.7% | +217.4% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling